+37.1%
JCI vs FITB
+23.4%
+13.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | +4.1% | -0.4% | +4.5% | +4.2% |
| 30D | -3.8% | -5.1% | +1.3% | -2.3% |
| 3M | -1.6% | +3.5% | -5.2% | -2.8% |
| 6M | +9.5% | +17.2% | -7.7% | +3.9% |
| YTD | +21.7% | +17.6% | +4.1% | +15.3% |
| 1Y | +37.1% | +23.4% | +13.8% | +26.5% |
| All | +37.1% | +23.4% | +13.8% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FITB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling